CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6551 |
1.6488 |
-0.0063 |
-0.4% |
1.6476 |
| High |
1.6560 |
1.6493 |
-0.0067 |
-0.4% |
1.6619 |
| Low |
1.6439 |
1.6422 |
-0.0017 |
-0.1% |
1.6422 |
| Close |
1.6472 |
1.6428 |
-0.0044 |
-0.3% |
1.6428 |
| Range |
0.0121 |
0.0071 |
-0.0050 |
-41.3% |
0.0197 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
99,219 |
101,561 |
2,342 |
2.4% |
464,302 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6661 |
1.6615 |
1.6467 |
|
| R3 |
1.6590 |
1.6544 |
1.6448 |
|
| R2 |
1.6519 |
1.6519 |
1.6441 |
|
| R1 |
1.6473 |
1.6473 |
1.6435 |
1.6461 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6441 |
| S1 |
1.6402 |
1.6402 |
1.6421 |
1.6390 |
| S2 |
1.6377 |
1.6377 |
1.6415 |
|
| S3 |
1.6306 |
1.6331 |
1.6408 |
|
| S4 |
1.6235 |
1.6260 |
1.6389 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7081 |
1.6951 |
1.6536 |
|
| R3 |
1.6884 |
1.6754 |
1.6482 |
|
| R2 |
1.6687 |
1.6687 |
1.6464 |
|
| R1 |
1.6557 |
1.6557 |
1.6446 |
1.6524 |
| PP |
1.6490 |
1.6490 |
1.6490 |
1.6473 |
| S1 |
1.6360 |
1.6360 |
1.6410 |
1.6327 |
| S2 |
1.6293 |
1.6293 |
1.6392 |
|
| S3 |
1.6096 |
1.6163 |
1.6374 |
|
| S4 |
1.5899 |
1.5966 |
1.6320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6619 |
1.6422 |
0.0197 |
1.2% |
0.0096 |
0.6% |
3% |
False |
True |
92,860 |
| 10 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0114 |
0.7% |
35% |
False |
False |
112,944 |
| 20 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0106 |
0.6% |
35% |
False |
False |
102,077 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0102 |
0.6% |
49% |
False |
False |
80,257 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0100 |
0.6% |
72% |
False |
False |
53,890 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
72% |
False |
False |
40,454 |
| 100 |
1.6662 |
1.5711 |
0.0951 |
5.8% |
0.0090 |
0.5% |
75% |
False |
False |
32,370 |
| 120 |
1.6662 |
1.5424 |
0.1238 |
7.5% |
0.0075 |
0.5% |
81% |
False |
False |
26,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6795 |
|
2.618 |
1.6679 |
|
1.618 |
1.6608 |
|
1.000 |
1.6564 |
|
0.618 |
1.6537 |
|
HIGH |
1.6493 |
|
0.618 |
1.6466 |
|
0.500 |
1.6458 |
|
0.382 |
1.6449 |
|
LOW |
1.6422 |
|
0.618 |
1.6378 |
|
1.000 |
1.6351 |
|
1.618 |
1.6307 |
|
2.618 |
1.6236 |
|
4.250 |
1.6120 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6458 |
1.6512 |
| PP |
1.6448 |
1.6484 |
| S1 |
1.6438 |
1.6456 |
|